+33.0%
MET vs LVS
-31.5%
+64.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +1.2% |
| 7D | +3.9% | +13.4% | -9.5% | +1.9% |
| 30D | +6.8% | +12.2% | -5.4% | +5.0% |
| 3M | +7.7% | -10.7% | +18.4% | +8.8% |
| 6M | +32.9% | -19.8% | +52.7% | +35.9% |
| YTD | +33.9% | -35.8% | +69.7% | +39.0% |
| 1Y | +33.0% | -31.8% | +64.8% | +36.6% |
| All | +33.0% | -31.5% | +64.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling